# Luca

Last seen: 5 mois il y a Actif depuis 2021

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Question

Reshape data the first row becomes the different columns
Hi, I would like to reshape my data set, that includes different stocks i a year and is in the form of a table. Currently it loo...

7 mois il y a | 1 réponse | 0

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Question

Use splittapply with division
Hi, I have data of total 76 stocks over a year. I would like to normalize the data of each stock by dividing the whole stock t...

8 mois il y a | 2 réponses | 0

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Question

Dividing a row in a table by its first entry which results in a new column with a 1*1 table in each row. How can i change it to the number?
Hi, I want to normalize my row by dividing it by its first entry. Which I'm doing in the following way. D1990.pricenorm = D19...

8 mois il y a | 1 réponse | 0

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Question

Expand a table to match number of rows of an other table
Hi, I have a table T with dimension 1*2. The first column is month and the second year. For example month year...

environ 3 ans il y a | 1 réponse | 0

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Question

Counting years from a date time variable
Hi, I have table with a datetime variable in it from 02.January.1962 to 31.December 2016. i would like to create a new you col...

environ 3 ans il y a | 1 réponse | 0

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Question

How to run if and exist ?
Hi, I'm trying to run this loop. for year= 1962:2016 for id=10000:93436 sub_regress = sub...

environ 3 ans il y a | 1 réponse | 0

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Question

Creating a new column in a table which is true or false
Hi, I have to tables. One is called subsetx the other one is called subsety. In subsetx are two columns one is called ID and t...

environ 3 ans il y a | 2 réponses | 0

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Question

How to keep numbers that are smaller than a certain value?
Hi, I created a table with the value of the 20% percentile for a certain year. I have a second table with diffrent stocks and ma...

environ 3 ans il y a | 1 réponse | 0

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Question

How to sort a table into five subsets?
Hi, I have table with stocks. Now I would like to sort them into subsets according to their size. My goal is to create the 5 s...

environ 3 ans il y a | 1 réponse | 0

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Question

How to reshape a dataset?
Hi, I have a dataset with stock returns for around 50 stocks, which I attached to the question. The time period is from 1962-20...

environ 3 ans il y a | 1 réponse | 0

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Question

How to create subsets?
Hi, I have a dataset of couple of thousend stocks, which is attached to this question. I calculated the market capitalisation...

environ 3 ans il y a | 1 réponse | 0

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Question

Error ~= Invalid types for comparison
Hi, I tried to run this code: D2sub1.RETsm(D2sub1.ID ~= lagmatrix(D2sub1.ID, 1)) = NaN; and get the error Error using ~= ...

environ 3 ans il y a | 1 réponse | 0

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Question

regress function error for matrix multiplication
Hi, I tried to regress stock returns on market returns and I get this error: Applying the function '@(x,y){regress(y,x)}' to...

environ 3 ans il y a | 1 réponse | 0

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Question

How to split an cell array of two numbers into two columns
Hi, After running regress with splitapply(). I get a cell array where each row contains a cell with two numbers. I would like ...

environ 3 ans il y a | 1 réponse | 0

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Question

Problem with accessing data after splitapply and regress
Hi, I have two stocks with daily stock returns and the marketreturns also daily. I ran a regression seperatly for each year an...

environ 3 ans il y a | 1 réponse | 0

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Question

How to use splitapply with fitlm
Hi, I want to run a regression for 2 diffrent stocks for each year of observation separately. So i get a new Betas for each s...

environ 3 ans il y a | 1 réponse | 1

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Question

Calculating standard deviation for each year
Hi, I need to calculate for each stock the standard deviation for each year of observation. I created a subset with to stocks...

environ 3 ans il y a | 1 réponse | 0

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